Floating search methods in feature selection
Pattern Recognition Letters
The multiinformation function as a tool for measuring stachastic dependence
Learning in graphical models
Pattern Classification (2nd Edition)
Pattern Classification (2nd Edition)
Hierarchical Latent Class Models for Cluster Analysis
The Journal of Machine Learning Research
Bayesian hierarchical clustering
ICML '05 Proceedings of the 22nd international conference on Machine learning
ICANN'06 Proceedings of the 16th international conference on Artificial Neural Networks - Volume Part I
Compact Modeling of Data Using Independent Variable Group Analysis
IEEE Transactions on Neural Networks
Using mutual information for selecting features in supervised neural net learning
IEEE Transactions on Neural Networks
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Independent variable group analysis (IVGA) is a method for grouping dependent variables together while keeping mutually independent or weakly dependent variables in separate groups. In this paper two variants of an agglomerative method for learning a hierarchy of IVGA groupings are presented. The method resembles hierarchical clustering, but the choice of clusters to merge is based on variational Bayesian model comparison. This is approximately equivalent to using a distance measure based on a model-based approximation of mutual information between groups of variables. The approach also allows determining optimal cutoff points for the hierarchy. The method is demonstrated to find sensible groupings of variables that can be used for feature selection and ease construction of a predictive model.